A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events (Q3727063)
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scientific article; zbMATH DE number 3958349
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| English | A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events |
scientific article; zbMATH DE number 3958349 |
Statements
A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events (English)
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1986
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additively distributive statistic
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weak convergence
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Ito process
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empirical distribution function
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Brownian bridge
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